IntraAlpha
Create free account Start free

ProShares Short VIX Short-Term Futures ETF SVXY

i

Market dataready · fetched 2026-10-16T21:48:32.294Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:04:30.55134418Z

FundamentalsAlpha Vantage · ready

Share price$62.15
1D-4.6%
AH$60$62$63$64$665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVXY
Sold putSold callAH

ProShares Short VIX Short-Term Futures ETF options

Live interpolated SVXY call and put midpoint premiums by absolute delta.ProShares Short VIX Short-Term Futures ETF$0.63$2.81$4.99$7.18$9.36$51.72$56.68$61.65$66.61$71.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVXY spot · $62.15SVXY PRICE$0.96$0.86$1.17$1.45$1.80$2.22$2.69$3.24$3.99$4.52$5.12$6.15$7.67$1.30$1.64$1.77$2.26$2.69$3.04$3.62$4.26$4.50$5.37$6.06$6.88$8.73
PutsExpensive1.86×
CallsExpensive1.89×
SkewBearish+5.24 pp
Implied moveBearish±$6.31
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.5048.0%16.6%54.7755.5%14.0%
25Δ66.9231.3%9.1%56.6452.5%11.5%
30Δ66.2233.5%8.4%58.5644.7%8.6%
35Δ65.3133.7%7.4%59.6745.8%7.6%
40Δ64.4634.6%6.6%60.8045.1%6.5%
45Δ63.6536.1%6.0%61.8942.9%5.3%
50Δ62.8037.5%5.4%62.9543.2%4.5%
55Δ61.8939.0%4.8%64.0243.5%3.8%
60Δ60.8841.9%4.4%64.8539.9%2.9%
65Δ59.8741.3%3.6%66.0441.0%2.4%
70Δ58.8540.8%2.9%67.0940.0%1.8%
75Δ57.5442.8%2.5%68.2239.2%1.3%
80Δ55.7847.0%2.1%70.2842.4%1.0%

20Δ

Calls
Pseudo strike
71.50
IV
48.0%
B/E move
16.6%
Puts
Pseudo strike
54.77
IV
55.5%
B/E move
14.0%

25Δ

Calls
Pseudo strike
66.92
IV
31.3%
B/E move
9.1%
Puts
Pseudo strike
56.64
IV
52.5%
B/E move
11.5%

30Δ

Calls
Pseudo strike
66.22
IV
33.5%
B/E move
8.4%
Puts
Pseudo strike
58.56
IV
44.7%
B/E move
8.6%

35Δ

Calls
Pseudo strike
65.31
IV
33.7%
B/E move
7.4%
Puts
Pseudo strike
59.67
IV
45.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
64.46
IV
34.6%
B/E move
6.6%
Puts
Pseudo strike
60.80
IV
45.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
63.65
IV
36.1%
B/E move
6.0%
Puts
Pseudo strike
61.89
IV
42.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
62.80
IV
37.5%
B/E move
5.4%
Puts
Pseudo strike
62.95
IV
43.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
61.89
IV
39.0%
B/E move
4.8%
Puts
Pseudo strike
64.02
IV
43.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
60.88
IV
41.9%
B/E move
4.4%
Puts
Pseudo strike
64.85
IV
39.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
59.87
IV
41.3%
B/E move
3.6%
Puts
Pseudo strike
66.04
IV
41.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
58.85
IV
40.8%
B/E move
2.9%
Puts
Pseudo strike
67.09
IV
40.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
57.54
IV
42.8%
B/E move
2.5%
Puts
Pseudo strike
68.22
IV
39.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
55.78
IV
47.0%
B/E move
2.1%
Puts
Pseudo strike
70.28
IV
42.4%
B/E move
1.0%